October 22, 2018 10:39 AM

Long before Caitlyn Jenner publicly came out as transgender in 2015, Kim Kardashian West walked in on her then-stepfather dressed as a woman.

Appearing on Alec Baldwin‘s new ABC talk show, The Alec Baldwin Show, Kardashian West, 38, recalled the moment she found Caitlyn — at the time married to her mother Kris Jenner — wearing women’s clothing in their garage.

“I found out when I was maybe 25,” she said. “My mom was out of town and I walked in on Caitlyn all dressed up … as a woman in the garage at my mom’s house. I ran inside, packed a bag so fast, shaking, and ran out and called Kourtney. I said, ‘I have to come spend the weekend with you.’ “

“I was hysterically crying,” Kardashian West continued. “She just was like, ‘What is it? Did you catch [Caitlyn] cheating?’ And I was like, ‘I wish. I don’t know what I just saw.’ I didn’t come home for the weekend.”

Kardashian West said Caitlyn asked her not to tell anyone about the incident, saying: “One day I’ll sit down and I’ll explain this all to you, but until then, please don’t tell a soul and please don’t tell your mother. She’ll kill me.”

“I thought, ‘Okay, if I tell her I’m going to break up their marriage and my little sisters aren’t going to have their dad around, so I better keep my mouth shut,’ ” Kardashian West said. “I didn’t say a word.”

Asked how much Kris knew about Caitlyn’s gender identity crisis, Kardashian West said she thinks the two — who were married from 1991 to 2015 and share daughters Kendall and Kylie — “kind of avoided” discussing it.

“She was so in love,” Kim said of Kris, 62. “She didn’t think anything would be an issue in their relationship. Did she ever dream that [Caitlyn] would transition into a woman? I don’t think that was ever something she would have dreamed in a billion years.”

Source: Kim Kardashian/Instagram

“That’s why I love that we did share our story on our show, because it gave people the understanding that you can have every different emotion and that’s okay,” she continued. “At the end of the day, we just want Caitlyn to be happy and be herself.”

Since transitioning, Caitlyn, 68, has become estranged from Kris and the Kardashian side of the family, though she maintains relationships with biological daughters Kendall, 22, and Kylie, 21. The Kardashian sisters, as well as Kris, have been open about the fact that passages of Caitlyn’s 2017 memoir created a rift in the family. (In the book, Caitlyn alleged Kris knew more about the situation than she says she did.)

RELATED: Where Caitlyn Jenner Stands with Every Woman in the Kardashian Family

A source recently told PEOPLE that Kris and Caitlyn “interact when they have to for the kids.”

“It’s important for Kylie and Kendall,” the source said. “They can be cordial, but like most exes, they’re never going to be best friends.”

A second source added that things are “still frosty” between Caitlyn and the Kardashian sisters.

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